EFTA01384294.pdf

Deutsche Bank P.O. Box 1776, Baltimore, MD 21203 January 1,2019 - January 31,2019 SOUTHERN FINANCIAL LLC Portfolio Holdings (continued) U.S DOLLARS /continued) Adjusted Lnrealized Accrued Estimated Estimated Date Acquired Quantity Unit Ccst Cost Basis Market Price Market Value Gain Loss Interest AnnuM Income Yield FIXED INCOME (continued) Corporate Bonds (continued) PM ORGAN CHASES CO DEP SHS REPSTG Security Identifier: YD PFD SER1FIXED TO FLTG RT BD 5.990% 04/23158 B/E DTD 04/23108M oody Rating Baa358 P Rating BBB- 06115/11 " 32 1,100,000.000 107.2500 1,179,750.41 100.6000 1,106,600.02 -73,150.39 183.04 65,894.18 5.95% Original Cost Basis: $112,500.00 06/15/11 " 32 2,500,000 000 106.7680 2G69,212 15 100.6000 2,514,999.98 154,212.17 416.00 149,759.50 5.95% Original Cost Basis, 32,675,000.00 Total Noncovered 3,600.000 000 3,848,962.56 3,621,600.00 -227,362.56 599.04 215.653 68 Total 3,600,000.000 $3,848,962.56 $3,621,600.00 4227,362.56 5599.04 $215,653.68 SOUTHERN CALIF EDISON CO PREF SER E Security Identifier: 6250% 0117162 B1E DTD 011712 CALLABLE 02/0122 130.000M oody Rating Beat Sd P Rating 880 01130/12 ' •x° 3,000,000.000 99.9090 2,997,261.33 94.0000 2,820,000.00 -177,251.33 93,750.00 187300 00 6.64% Original Cost Basis: $2,992,564.97 GENERAL ELEC CO GTD FXD-TO•FLTGRT Security Identifier: 4 NON-CUM ULATIVE PERPETUAL PREFERRED 4.000% 12103/65 REG DTD 12/03/Slloody Rating A3 S 8 P Rating BBB- 12103/15 2.469.000 000 88.0930 2,175,016.17 67.9000 1,676,451.00 498,565.17 12,619.33 98,760.00 5.89% Original Cost Basis: $2,175.01.17 LLOYDS BANKING GROUP PLC FXD RATE RESET Security Wentifier: ADDL TIER 1SECSISINO US539439AG42 7.500%04/27188 B/E DTD 041071%81 P Rating 88- 04/10114'A° 1,903,000.000 102.3910 1,948,500 00 101.7500 1,936,302.50 -12,197.50 13,479.58 112.725 00 7.37% Original Cost Basis $1,948500.00 Page 5 of 15 Account Number Rated Ewefiere MISR through Penabos UM. • wholly ~id socostm:::: Go paperless Every Year Since 2007 O4BAR MITOCOMPAVNICA71O.5 subtle:run of The Bakal Ni. Yort Ma ks Comer/ on (WY Mellen) ASX Mort t.tetercer EXCELIDKE PCISrat LLC. motto( AURA. NYSE StPC CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0084401 CONFIDENTIAL SDNY_GM_00230585 EFTA01384294